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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Box C: Equity Raisings and Company Gearing

23 Sep 2009 FSR - September 2009 PDF 141KB
https://www.rba.gov.au/publications/fsr/2009/sep/pdf/box-c.pdf

Box B: The Global Reinsurance Industry

10 Sep 2011 FSR – September 2011
Some aspects of reinsurers' business models make it less likely that they will suffer financial distress compared with banks. ... Reinsurance cover plays an important role in the business models of Australian general insurers, as well as the Australian
https://www.rba.gov.au/publications/fsr/2011/sep/box-b.html

Household and Business Finances in Australia

25 Apr 2023 FSR - April 2023 PDF 1112KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/03-household-business-finances.pdf

Box C: Equity Raisings and Company Gearing

10 Sep 2009 FSR – September 2009
Geared companies that are comfortable with their leverage : Some companies have been able to sustain business models involving a high gearing ratio due to more stable cash flows, in general, than ... current circumstances or the sustainability of their
https://www.rba.gov.au/publications/fsr/2009/sep/box-c.html

Box D: Stress Testing at the Reserve Bank

20 Oct 2017 FSR – October 2017
The remainder of this box outlines the current state of the Reserve Bank's model. ... Table D1: Variables in Stress-testing Framework. Pre-specified outside of the model.
https://www.rba.gov.au/publications/fsr/2017/oct/box-d.html

Box A: Financial Guaranty Insurers (Monolines)

10 Mar 2008 FSR – March 2008
The cornerstone of the FGI business model has been their high credit ratings – typically AAA – since this underpins the value of the insurance, or credit protection, provided to investors.
https://www.rba.gov.au/publications/fsr/2008/mar/box-a.html

The Australian Financial System

25 Apr 2023 FSR - April 2023 PDF 1051KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/02-australian-financial-system.pdf

Box A: Banks' Provisioning

23 Sep 2009 FSR - September 2009 PDF 160KB
https://www.rba.gov.au/publications/fsr/2009/sep/pdf/box-a.pdf

Financial Stability Review - September 2005

26 Sep 2005 FSR - September 2005 PDF 494KB
https://www.rba.gov.au/publications/fsr/2005/sep/pdf/0905.pdf

The Australian Financial System

8 Apr 2021 FSR – April 2021
Consistent with this, the RBA's reverse stress testing model implies that it would take a recession comparable to the Great Depression for CET1 capital ratios to fall below ... The revised expectations place a greater focus on the longer-term
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html